Convexity and Optimization

Catalog description

Introduction to the theory of convex sets and functions and to the extremes in problems in areas of mathematics where convexity plays a role. Among the topics discussed are basic properties of convex sets (extreme points, facial structure of polytopes), separation theorems, duality and polars, properties of convex functions, minima and maxima of convex functions over convex set, various optimization problems. Offered as MATH 327 , MATH 427 , and OPRE 427 . Prereq: MATH 223 or consent of instructor.